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Trade: EGLD/USDT/120/WMA/ZLMA/2857

Strategy
EGLD/USDT/120/WMA/ZLMA/2857
Pair
EGLD_USDT
Interval
2h
Score
537210
Daily Profit
0.683418
Profit Factor
6.524492
Profitability
35.135135
Streak
0.000000
Best Strategy
Training Data Length
1862.920000
Evaluation Time
2025-10-10 13:55
Expiration Time
2025-12-16 13:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1371297.5535 1273153.9814 98143.5721 1988189.092 797795.983 1190393.109
Total P&L (%) 1371.2976 1273.154 98.1436 1988.1891 797.796 1190.3931
Avg Daily Profit (%) 0.7361 0.6834 0.0527 0.1633 0.1179 0.1374
Buy And Hold Return (%) 45.6997 45.6997 45.6997 45.6997 45.6997 45.6997
Max Trade Drawdown -119787 -101339 -77205 -1219303 -981671 -516580
Profit Factor 4.0251 6.5245 1.4404 1.4755 1.3641 1.5982
Total Trades 74 37 37 74 37 37
Winning Trades 28 13 15 28 13 15
Losing Trades 46 24 22 46 24 22
Profitability (%) 37.8378 35.1351 40.5405 37.8378 35.1351 40.5405
Ratio Avg Win / Avg Loss 6.6126 12.0452 2.1126 2.424 2.5183 2.344
Largest Winning Trade 1106331 1106331 63533 802678 700240 802678
Largest Losing Trade -32907 -18166 -32907 -300170 -300170 -266791
Avg Bars in Trades 292 254 330 292 254 330
Avg Bars in Winners 527 480 568 527 480 568
Avg Bars in Losers 149 132 168 149 132 168
Bars Traded 21650 9416 12234 21650 9416 12234
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -53807 537210 -130087 -63516 -39400 -9872
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22355,
    "evaluation_days": 1862.92,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600876800000,
    "last_datapoint_time": 1760090400000,
    "evaluation_time": 1760093719303,
    "expiration_time": 1765884816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            1371297.5535117306,
            1273153.9813659256,
            98143.5721458047,
            1988189.0920393602,
            797795.9830073764,
            1190393.1090319841
        ],
        [
            1371.297554,
            1273.153981,
            98.143572,
            1988.189092,
            797.795983,
            1190.393109
        ],
        [
            0.736101,
            0.683418,
            0.052683,
            0.163258,
            0.117883,
            0.13738
        ],
        [
            45.699685,
            45.699685,
            45.699685,
            45.699685,
            45.699685,
            45.699685
        ],
        [
            -119787,
            -101339,
            -77205,
            -1219303,
            -981671,
            -516580
        ],
        [
            4.025051,
            6.524492,
            1.440387,
            1.475496,
            1.364089,
            1.598162
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            37.837838,
            35.135135,
            40.540541,
            37.837838,
            35.135135,
            40.540541
        ],
        [
            6.612583,
            12.045216,
            2.112567,
            2.424029,
            2.518317,
            2.343971
        ],
        [
            1106331,
            1106331,
            63533,
            802678,
            700240,
            802678
        ],
        [
            -32907,
            -18166,
            -32907,
            -300170,
            -300170,
            -266791
        ],
        [
            292,
            254,
            330,
            292,
            254,
            330
        ],
        [
            527,
            480,
            568,
            527,
            480,
            568
        ],
        [
            149,
            132,
            168,
            149,
            132,
            168
        ],
        [
            21650,
            9416,
            12234,
            21650,
            9416,
            12234
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -53807,
            537210,
            -130087,
            -63516,
            -39400,
            -9872
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22355,
    "evaluation_days": 1862.92,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600876800000,
    "last_datapoint_time": 1760090400000,
    "evaluation_time": 1760093719303,
    "expiration_time": 1765884816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)